Strategy Tester Report
GridSystem_for_Developer1.0_H1_for_eurgbp_1.4
| 通貨ペア | EURGBP (Euro vs Great Britain Pound ) |
| 期間 | 1時間足(H1) 2016.07.01 00:00 - 2023.11.29 23:00 (2016.07.01 - 2023.11.30) |
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) |
| パラメーター | AccountNumber=0; Max_spread=5; Slippage=3; Main="-----Main Setting-----"; SELL_POSITION=true;
TakeProfit_Sell=20; Position_Distance_Sell=20; Lots_Sell=0.05; Close_Type_Sell=0; Blank1="----- ----- ----- -----"; STOP_LOSS_SELL=true;
Stop_Loss_Rate_Sell=0.97; Sell_Upper_Range=0.96; Sell_Lower_Range=0.89; Blank2="----- ----- ----- -----"; Blank3="----- ----- ----- -----"; BUY_POSITION=true;
TakeProfit_Buy=20; Position_Distance_Buy=20; Lots_Buy=0.05; Close_Type_Buy=0; Blank4="----- ----- ----- -----"; Buy_Upper_Range=0.88; Buy_Lower_Range=0.81; STOP_LOSS_BUY=true;
Stop_Loss_Rate_Buy=0.8; Position="-----Position Operation-----"; All_Close=false;
Auto_Lots_Buy=true;
Risk_percent_Buy=0.25; Auto_Lots_Sell=true;
Risk_percent_Sell=0.25; Others="-----Others Setting-----"; Free_comment="GridSystem_for_Developer"; Magic1=222113; Magic2=222114; |
|
| テストバー数 | 47150 | モデルティック数 | 170671470 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | | | | |
|
| 初期証拠金 | 1000000.00 | | | スプレッド | 5 |
| 純益 | 11466723.40 | 総利益 | 13388700.24 | 総損失 | -1921976.85 |
| プロフィットファクタ | 6.97 | 期待利得 | 3292.20 | | |
| 絶対ドローダウン | 84210.85 | 最大ドローダウン | 2724138.69 (34.74%) | 相対ドローダウン | 34.74% (2724138.69) |
|
| 総取引数 | 3483 | 売りポジション(勝率%) | 1322 (100.00%) | 買いポジション(勝率%) | 2161 (94.54%) |
| 勝率(%) | 3365 (96.61%) | 負率 (%) | 118 (3.39%) |
| 最大 | 勝トレード | 27160.22 | 敗トレード | -144041.28 |
| 平均 | 勝トレード | 3978.81 | 敗トレード | -16287.94 |
| 最大 | 連勝(金額) | 776 (3752386.71) | 連敗(金額) | 8 (-542114.27) |
| 最大 | 連勝(トレード数) | 3752386.71 (776) | 連敗(トレード数) | -542114.27 (8) |
| 平均 | 連勝 | 55 | 連敗 | 2 |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 6901 | 2023.09.21 14:47 | buy | 3454 | 0.31 | 0.86678 | 0.00000 | 0.00000 | |
| 6902 | 2023.09.22 11:21 | close | 3454 | 0.31 | 0.86878 | 0.00000 | 0.00000 | 10805.50 | 12875858.87 |
| 6903 | 2023.09.27 16:34 | buy | 3455 | 0.31 | 0.86678 | 0.00000 | 0.00000 | |
| 6904 | 2023.09.28 08:32 | buy | 3456 | 0.31 | 0.86477 | 0.00000 | 0.00000 | |
| 6905 | 2023.09.29 11:25 | close | 3456 | 0.31 | 0.86677 | 0.00000 | 0.00000 | 10805.50 | 12886664.37 |
| 6906 | 2023.09.29 14:01 | buy | 3457 | 0.31 | 0.86478 | 0.00000 | 0.00000 | |
| 6907 | 2023.09.29 17:06 | close | 3457 | 0.31 | 0.86678 | 0.00000 | 0.00000 | 11127.83 | 12897792.20 |
| 6908 | 2023.10.03 13:40 | close | 3455 | 0.31 | 0.86878 | 0.00000 | 0.00000 | 9193.93 | 12906986.13 |
| 6909 | 2023.10.03 16:01 | buy | 3458 | 0.31 | 0.86678 | 0.00000 | 0.00000 | |
| 6910 | 2023.10.04 15:53 | buy | 3459 | 0.31 | 0.86478 | 0.00000 | 0.00000 | |
| 6911 | 2023.10.05 11:30 | close | 3459 | 0.31 | 0.86679 | 0.00000 | 0.00000 | 10216.52 | 12917202.65 |
| 6912 | 2023.10.05 19:28 | buy | 3460 | 0.31 | 0.86478 | 0.00000 | 0.00000 | |
| 6913 | 2023.10.11 02:31 | buy | 3461 | 0.30 | 0.86278 | 0.00000 | 0.00000 | |
| 6914 | 2023.10.12 20:02 | close | 3461 | 0.30 | 0.86478 | 0.00000 | 0.00000 | 9833.11 | 12927035.76 |
| 6915 | 2023.10.16 00:00 | buy | 3462 | 0.30 | 0.86181 | 0.00000 | 0.00000 | |
| 6916 | 2023.10.16 00:00 | close | 3462 | 0.30 | 0.86473 | 0.00000 | 0.00000 | 15722.53 | 12942758.29 |
| 6917 | 2023.10.16 11:44 | close | 3460 | 0.31 | 0.86678 | 0.00000 | 0.00000 | 8226.99 | 12950985.28 |
| 6918 | 2023.10.16 18:14 | buy | 3463 | 0.31 | 0.86478 | 0.00000 | 0.00000 | |
| 6919 | 2023.10.17 11:37 | close | 3463 | 0.31 | 0.86678 | 0.00000 | 0.00000 | 10805.51 | 12961790.79 |
| 6920 | 2023.10.17 15:28 | close | 3458 | 0.31 | 0.86878 | 0.00000 | 0.00000 | 6615.40 | 12968406.20 |
| 6921 | 2023.10.18 10:19 | buy | 3464 | 0.31 | 0.86678 | 0.00000 | 0.00000 | |
| 6922 | 2023.10.19 08:25 | close | 3464 | 0.31 | 0.86878 | 0.00000 | 0.00000 | 10160.87 | 12978567.07 |
| 6923 | 2023.10.19 12:09 | close | 3374 | 0.30 | 0.87078 | 0.00000 | 0.00000 | -34771.21 | 12943795.86 |
| 6924 | 2023.10.20 09:06 | close | 3366 | 0.30 | 0.87278 | 0.00000 | 0.00000 | -39449.99 | 12904345.87 |
| 6925 | 2023.10.20 23:28 | buy | 3465 | 0.31 | 0.87078 | 0.00000 | 0.00000 | |
| 6926 | 2023.10.24 11:34 | buy | 3466 | 0.31 | 0.86877 | 0.00000 | 0.00000 | |
| 6927 | 2023.10.24 17:03 | close | 3466 | 0.31 | 0.87077 | 0.00000 | 0.00000 | 11127.82 | 12915473.69 |
| 6928 | 2023.10.26 01:08 | close | 3465 | 0.31 | 0.87278 | 0.00000 | 0.00000 | 9193.93 | 12924667.62 |
| 6929 | 2023.10.26 15:52 | buy | 3467 | 0.31 | 0.87078 | 0.00000 | 0.00000 | |
| 6930 | 2023.10.30 00:00 | buy | 3468 | 0.31 | 0.86848 | 0.00000 | 0.00000 | |
| 6931 | 2023.10.30 00:03 | close | 3468 | 0.31 | 0.87086 | 0.00000 | 0.00000 | 13242.10 | 12937909.72 |
| 6932 | 2023.10.30 10:50 | close | 3467 | 0.31 | 0.87278 | 0.00000 | 0.00000 | 10483.19 | 12948392.91 |
| 6933 | 2023.10.31 12:58 | close | 3362 | 0.30 | 0.87478 | 0.00000 | 0.00000 | -44440.68 | 12903952.23 |
| 6934 | 2023.10.31 18:30 | buy | 3469 | 0.32 | 0.87278 | 0.00000 | 0.00000 | |
| 6935 | 2023.10.31 19:15 | buy | 3470 | 0.31 | 0.87078 | 0.00000 | 0.00000 | |
| 6936 | 2023.11.01 11:17 | buy | 3471 | 0.31 | 0.86877 | 0.00000 | 0.00000 | |
| 6937 | 2023.11.02 10:33 | close | 3471 | 0.31 | 0.87077 | 0.00000 | 0.00000 | 10160.87 | 12914113.10 |
| 6938 | 2023.11.02 15:48 | close | 3470 | 0.31 | 0.87278 | 0.00000 | 0.00000 | 9838.56 | 12923951.66 |
| 6939 | 2023.11.02 21:38 | buy | 3472 | 0.31 | 0.87078 | 0.00000 | 0.00000 | |
| 6940 | 2023.11.03 17:00 | buy | 3473 | 0.31 | 0.86878 | 0.00000 | 0.00000 | |
| 6941 | 2023.11.03 20:42 | buy | 3474 | 0.31 | 0.86678 | 0.00000 | 0.00000 | |
| 6942 | 2023.11.07 11:32 | close | 3474 | 0.31 | 0.86878 | 0.00000 | 0.00000 | 10483.19 | 12934434.85 |
| 6943 | 2023.11.08 00:00 | buy | 3475 | 0.31 | 0.86670 | 0.00000 | 0.00000 | |
| 6944 | 2023.11.08 00:00 | close | 3475 | 0.31 | 0.86947 | 0.00000 | 0.00000 | 15412.04 | 12949846.89 |
| 6945 | 2023.11.08 11:00 | close | 3473 | 0.31 | 0.87078 | 0.00000 | 0.00000 | 10160.87 | 12960007.76 |
| 6946 | 2023.11.09 20:11 | close | 3472 | 0.31 | 0.87278 | 0.00000 | 0.00000 | 8871.61 | 12968879.38 |
| 6947 | 2023.11.10 13:35 | close | 3469 | 0.32 | 0.87478 | 0.00000 | 0.00000 | 7494.23 | 12976373.60 |
| 6948 | 2023.11.13 13:08 | buy | 3476 | 0.32 | 0.87278 | 0.00000 | 0.00000 | |
| 6949 | 2023.11.14 09:00 | buy | 3477 | 0.32 | 0.87078 | 0.00000 | 0.00000 | |
| 6950 | 2023.11.14 13:55 | close | 3477 | 0.32 | 0.87278 | 0.00000 | 0.00000 | 11486.78 | 12987860.38 |
| 6951 | 2023.11.14 15:37 | buy | 3478 | 0.32 | 0.87078 | 0.00000 | 0.00000 | |
| 6952 | 2023.11.15 16:45 | close | 3478 | 0.32 | 0.87278 | 0.00000 | 0.00000 | 11154.07 | 12999014.45 |
| 6953 | 2023.11.16 04:54 | close | 3476 | 0.32 | 0.87478 | 0.00000 | 0.00000 | 9823.22 | 13008837.66 |
| 6954 | 2023.11.21 12:40 | buy | 3479 | 0.32 | 0.87278 | 0.00000 | 0.00000 | |
| 6955 | 2023.11.21 19:35 | buy | 3480 | 0.32 | 0.87078 | 0.00000 | 0.00000 | |
| 6956 | 2023.11.23 11:30 | buy | 3481 | 0.31 | 0.86877 | 0.00000 | 0.00000 | |
| 6957 | 2023.11.27 14:09 | buy | 3482 | 0.31 | 0.86677 | 0.00000 | 0.00000 | |
| 6958 | 2023.11.29 10:00 | buy | 3483 | 0.31 | 0.86477 | 0.00000 | 0.00000 | |
| 6959 | 2023.11.29 23:59 | close at stop | 3483 | 0.31 | 0.86402 | 0.00000 | 0.00000 | -4172.94 | 13004664.72 |
| 6960 | 2023.11.29 23:59 | close at stop | 3482 | 0.31 | 0.86402 | 0.00000 | 0.00000 | -15945.39 | 12988719.33 |
| 6961 | 2023.11.29 23:59 | close at stop | 3481 | 0.31 | 0.86402 | 0.00000 | 0.00000 | -27717.84 | 12961001.49 |
| 6962 | 2023.11.29 23:59 | close at stop | 3480 | 0.32 | 0.86402 | 0.00000 | 0.00000 | -41487.03 | 12919514.46 |
| 6963 | 2023.11.29 23:59 | close at stop | 3479 | 0.32 | 0.86402 | 0.00000 | 0.00000 | -52973.81 | 12866540.65 |
| 6964 | 2023.11.29 23:59 | close at stop | 3361 | 0.30 | 0.86402 | 0.00000 | 0.00000 | -122503.56 | 12744037.09 |
| 6965 | 2023.11.29 23:59 | close at stop | 3360 | 0.30 | 0.86402 | 0.00000 | 0.00000 | -133272.42 | 12610764.67 |
| 6966 | 2023.11.29 23:59 | close at stop | 3358 | 0.30 | 0.86402 | 0.00000 | 0.00000 | -144041.28 | 12466723.40 |